+737.3%
PH vs P
+748.5%
-11.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +2.8% |
| 7D | +3.0% | -9.6% | +12.7% | +5.1% |
| 30D | -0.6% | -33.4% | +32.8% | +8.2% |
| 3M | -10.7% | +14.2% | -24.9% | -15.4% |
| 6M | +9.1% | +31.6% | -22.5% | -2.0% |
| YTD | +9.5% | +53.5% | -44.0% | -6.6% |
| 1Y | +14.0% | +14.2% | -0.1% | +2.8% |
| 3Y | +138.9% | +190.5% | -51.6% | +53.6% |
| 5Y | +209.1% | +256.3% | -47.2% | +79.6% |
| 10Y | +737.3% | +707.9% | +29.4% | +273.8% |
| All | +737.3% | +748.5% | -11.2% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling